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dannyxz (DXZ) 于 (Wed Jun 6 00:12:21 2007) 提到:
One deal from my client is structured as equity index basket swap. One leg
is a capped and floored index basket return, the other leg is LIBOR. I
priced the equity leg as basket option with dividend taken into account. My
manager says it's not necessary.
那位高手提提意见，应该怎么样算？谢谢。
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scarface (人生犹如一场电影) 于 (Wed Jun 6 00:17:09 2007) 提到:
what is not neccessary? the dividen
